Stochastic Approximation and Recursive Algorithms and Applications

Name: Stochastic Approximation and Recursive Algorithms and Applications
Brand: Springer-Verlag New York Inc.
SKU: 9781441918475
Price: 199.82 EUR
Availability: InStock

Autor: Harold J. Kushner, G. George Yin

Jazyk:

Väzba: Brožovaná

Vydavateľ: Springer-Verlag New York Inc.

Dostupnosť: Skladom u dodávateľa

Odosielame za 5-8 dní

199.82 €

§This revised and expanded second edition presents a thorough development of the modern theory of st...

Informácie o knihe

Autor

Harold J. Kushner, G. George Yin

Jazyk

Angličtina

Väzba

Kniha - Brožovaná

Vydalo

2010

Stránok

478

EAN

9781441918475

ISBN

1441918477

Enbook ID

01420762

Vydavateľ

Springer-Verlag New York Inc.

Hmotnosť

772

Rozmery

237 x 157 x 26

Kompletný popis

§This revised and expanded second edition presents a thorough development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and unconstrained problems. There is a complete development of both probability one and weak convergence methods for very general noise processes. The proofs of convergence use the ODE method, the most powerful to date. The assumptions and proof methods are designed to cover the needs of recent applications. The development proceeds from simple to complex problems, allowing the underlying ideas to be more easily understood. Rate of convergence, iterate averaging, high-dimensional problems, stability-ODE methods, two time scale, asynchronous and decentralized algorithms, state-dependent noise, stability methods for correlated noise, perturbed test function methods, and large deviations methods are covered. Many motivating examples from learning theory, ergodic cost problems for discrete event systems, wireless communications, adaptive control, signal processing, and elsewhere illustrate the applications of the theory.

Mohlo by vás zaujímať

Zákazníci, ktorí si kúpili túto knihu, kúpili tiež

Najčastejšie vyhľadávané

Categories

Authors

Publishers

Produkty

Produkty

Najčastejšie vyhľadávané

Categories

Authors

Publishers

Produkty

Produkty

Stochastic Approximation and Recursive Algorithms and Applications

Informácie o knihe

Kompletný popis

Mohlo by vás zaujímať

Zákazníci, ktorí si kúpili túto knihu, kúpili tiež